Optimal DataRange for common running strategies
Author: akuzn
Creation Date: 10/16/2012 1:52 AM
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akuzn

#1
Good day!
I run 15-20 strategies wich use 4 symbols.
And to load WealthLab faster i use 4 additional chart windows.
Some strategies need 4 days series, others - 8, 10, 11.

For memory economy reasons and shorter time execution will it be better to use same data range in charts and strategies ?
If for example 11 days series will be used in charts it will be placed in WealthLab cache - will strategies use it without additional memory?
Or subquestion - if for example 11 days series are created by charts and are in cache, if my strategy has 4 days data range assigned -will it use this 11 day serie from memory and cut from it 4 days or reload data from disk?
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Eugene

#2
QUOTE:
And to load WealthLab faster i use 4 additional chart windows.

Extra chart windows to load Wealth-Lab faster?
QUOTE:
if for example 11 days series are created by charts and are in cache, if my strategy has 4 days data range assigned -will it use this 11 day serie from memory

It ultimately comes down to the number of charts opened and their data loading range, rather than on a DataSeries lookback period. A DataSeries may be cached, but there's memory requirement to render the chart window.

P.S. Optimize your algorithms. Profile their efficiency and memory usage. Or maybe install a 2nd trading station.
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akuzn

#3
Chart windows are with real - time quotes.
For example it i switch off streaming mode - strategy wont execute in ms. If there s not any stream chart when i run strategy in monitor or in chart - i recieve message - real time data syncronizing.
Why i use some days - i remember it is better than 1000 bars.
So just wanted to know do strategies in wealthlab use Global cache or each strategie has its own cache is its thread?

In conclusion seems - each strategie has its own cache. as for streaming charts - they must have only 2-3 days to let streaming strategy get streaming quotes on the fly from i suppose provider cache - without request.
Is this logic correct?
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Eugene

#4
QUOTE:
So just wanted to know do strategies in wealthlab use Global cache or each strategie has its own cache is its thread?

Each Bars object has a Cache of DataSeries, preventing properly coded indicators from wasting resources when duplicating their calculation.

Strategies and chart windows are not virtual; just the existence of Bars.Cache does not eliminate the need in instantiating chart renderer, etc. and in their own memory footprint.

I'm just stressing that your efforts would have been applied more appropriately if you optimized your code, making it more efficient.
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